+384.5%
DXCM vs COR
+485.1%
-100.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +1.7% |
| 7D | +4.9% | +7.6% | -2.7% | +3.0% |
| 30D | -0.2% | +6.8% | -7.0% | -1.7% |
| 3M | -8.9% | +16.0% | -24.9% | -12.3% |
| 6M | +42.3% | +41.0% | +1.3% | +30.1% |
| YTD | +25.6% | +6.9% | +18.6% | +22.3% |
| 1Y | +39.5% | -1.0% | +40.5% | +38.6% |
| 3Y | -15.3% | +84.6% | -99.9% | -30.7% |
| 5Y | -48.4% | +203.3% | -251.7% | -63.7% |
| All | +384.5% | +485.1% | -100.5% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling